Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-17 38.534244 42.025761 45.919743 50.633387 56.253576 62.832583 71.261915
2025-08-24 32.837075 37.176064 42.359473 49.161671 58.108203 69.891656 87.418284
2025-08-31 30.953998 36.017062 42.386817 51.302521 64.056727 82.813483 115.460553
2025-09-07 28.362551 33.531542 40.237269 50.004667 64.763305 88.207683 134.323322
2025-09-14 26.405897 31.611842 38.532768 48.948301 65.437339 93.512408 155.817346
2025-09-21 24.369034 29.391592 36.167513 46.570979 63.532219 93.760591 166.854838
2025-09-28 23.256852 28.322327 35.288553 46.272808 64.914192 100.366178 198.227706
2025-10-05 23.236771 28.732592 36.526053 49.363920 72.698400 122.673923 305.667242
2025-10-12 22.233556 27.677823 35.504629 48.657954 73.357936 129.546063 373.464762
2025-10-19 21.623199 27.141388 35.209975 49.115333 76.352082 143.618984 527.742873
2025-10-26 21.384015 27.121374 35.692667 50.954724 82.593517 170.611255 1031.744485
2025-11-02 20.931781 26.752459 35.588844 51.719872 86.696782 194.485056 2438.668392
2025-11-09 19.824080 25.481145 34.172460 50.341115 86.650935 208.549503 10435.147540
2025-11-16 18.770242 24.252175 32.767474 48.889842 86.329461 223.475398 NaN
2025-11-23 18.469834 24.144810 33.182974 51.009613 95.910277 304.669813 NaN
2025-11-30 17.636148 23.148125 32.003287 49.724468 95.721493 332.125596 NaN
2025-12-07 16.919387 22.294087 31.001856 48.678259 95.964187 366.931574 NaN
2025-12-14 16.059784 21.171760 29.462667 46.323217 91.601197 354.878061 NaN
2025-12-21 15.580695 20.633581 28.909946 46.027783 93.717954 415.149871 NaN
2025-12-28 15.616899 20.920640 29.829943 49.089900 108.460864 782.136782 NaN
2026-01-04 15.137477 20.340217 29.138960 48.390677 109.479972 953.811932 NaN
2026-01-11 14.839639 20.044081 28.948234 48.843696 115.339783 1559.052606 NaN
2026-01-18 14.723759 20.042359 29.301392 50.665254 128.293270 7134.875249 NaN